-12.5%
CCL vs S
-57.7%
+45.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.2% | -2.2% |
| 7D | -4.4% | -1.2% | -3.2% | -4.0% |
| 30D | -18.2% | -12.6% | -5.6% | -15.3% |
| 3M | -17.7% | +27.6% | -45.3% | -24.8% |
| 6M | -13.0% | +35.5% | -48.5% | -23.3% |
| YTD | -24.5% | +29.6% | -54.1% | -32.9% |
| 1Y | -26.9% | +8.1% | -35.1% | -31.5% |
| 3Y | +50.8% | +14.8% | +36.0% | +33.5% |
| 5Y | -0.9% | -70.6% | +69.6% | -1.0% |
| All | -12.5% | -57.7% | +45.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling